1. Field of the Invention
This invention relates to an optimization device which is used to realize various controls, optimization of designs, and application of physical models to observed values, and particularly to an optimization device which specifies a search region of optimal solution to guarantee precise optimization.
2. Description of the Related Art
Optimization technology has been used extensively to acquire an optimum physical model for an observed value, to classify and predict using the above physical model, to determine charging amounts of chemical materials and various adjusting levels for making optimum control of a chemical reaction, and to realize an optimum design of a plant meeting various limited conditions.
An optimization device for carrying out the above optimization technology replaces physical control parameters such as a physical quantity in applying the physical model, a chemical charging amount in controlling the chemical reaction, and a gas flow rate in designing the plant with objective functions for checking the acceptability of fitting the physical model, and minimizes or maximizes the objective functions under prescribed limited conditions to provide optimal physical control parameters. As to specific means for configuring objective functions by using parameters, "Nonlinear Programming" (by Hiroshi Konno and Hiroshi Yamashita, published by Nikkagiren, 1979) discloses techniques to use them to solve a problem of maximizing a profit in a range of available resource quantity in the production plan, an equilibrium price problem in mathematical economics, and a problem of minimizing a construction cost of a reactor core which meets prescribed critical conditions in designing the core.
The optimization device has been actually incorporated into various systems and yielded practical results. For example, Japanese Patent Publication No. 1-28313 entitled "Oxygen Plant Operation Method" discloses a technology for realizing energy saving and cost reduction in operating an oxygen production plant using an optimization device for optimizing an objective function with an electric energy and a yield of liquid oxygen as parameter. And, Japanese Patent Application Laying-open No. H1-29912 entitled "Fluid Processing System" discloses a technology to control a chemical reaction by determining the set values of an optimal salt concentration and an optimal pH value in the absorptive removal device at a chemical reaction plant.
But, conventional optimization devices have a disadvantage that a desired precision cannot be always obtained. Specifically, an objective function generally has a plurality of minimum solutions and maximum solutions which do not always meet an objective precision, but the conventional optimization devices or coventional local search methods, such as the conjugate gradient method, which is described in "Nonliner Programming: Analysis and methods, Mordecai Avriel ed., Series in Automatic Computation, Prentice-Hall, 1976", look for a point that a first order differential coefficient is 0 based on a local search result, so that such minimum solutions or maximum solutions are detected depending on a way of selecting a point for starting the search, and the objective precision may not be obtained.
To remedy the above disadvantages, for example, Japanese Patent Application Laying-open No. S59-83207 entitled "Optimal Control Method" discloses a technology to position a search starting point for optimizing at a place which is presumed to include an optimal solution based on the knowledge and experience of a control engineer.
Specifically, the above Japanese Patent Application Laying-open Print discloses as follows. "This invention is to determine a search starting point in this existence region. For example, when an energy supply source is a plurality of steam turbines, these steam turbines are provided with a main steam control valve and an extraction control valve, and it is known from the knowledge and experience that a loss due to the openings of the main steam control valves and the extraction control valves is zero. Therefore, in supplying energy required by a production process, it is not necessary to determine a loss when the main steam control valves and the extraction control valves are successively opened, and it can be easily determined according to the required energy that the valves shall be fully opened to which ones. By previously determining the number of valves which must be fully opened or completely closed, which condition is determined to be a search starting point, a desired optimal solution can be obtained in a short search time." Thus, the experience and knowledge of the control engineer are used to obtain the desired optimal solution in a short time. The method of the above Print is an excellent method in the sense that the knowledge of the engineer involved in the control on site for a long period is used for optimization, and can shorten a time actually required for optimal control of the steam turbines. Thus, it is expected to obtain a better solution than when this method is not used.
But, the above method has a disadvantage that it cannot be used when a control engineer with experience and knowledge is not available. And, even if a search starting point is selected based on experience and knowledge, the obtained solution does not always meet a desired precision.
To meet an objective precision for optimization, Japanese Patent Application Laying-open No. H3-210685 entitled "Neuro Circuit Device" discloses a technology, with a combined weight of model neuro circuits as parameter, for optimizing them. This device groups neuro elements to give redundancy, thereby shortening a time required for optimization and improving the probability of obtaining a global optimum, or a solution that a value of the objective function is smaller than any point in the search region.
Furthermore, Japanese Patent Application Laying-open No. H4-288662 entitled "Method for training Neural Network System" discloses to use a prescribed genetic algorithms to combine the structure of a model neuro circuit with a studying method of neural network system, thereby realizing the speed up of training and the convergence on a global optimum.
But, Japanese Patent Application Laying-open No. H3-210685 entitled "Neuro Circuit Device", Japanese Patent Application Laying-open No. H4-288662 entitled "Method for training Neural Network System" and other similar devices can improve the probability of converging on a global optimum, but it is not guaranteed that they do not fail to converge on a global optimum, and a desired precise solution cannot be always obtained.
And, another attempt is described in "Science, Vol. 220 (1983), pp 671 to 680". It describes a technology to give stochastic fluctuation to a search point to be able to overcome a difficulty present in the objective function, and to gradually decrease the fluctuation to direct the search point to a global optimum. But, the above technology has a difficulty in controlling the magnitude of the fluctuation and cannot always obtain a global optimum.
Thus, the conventional optimization devices do not always obtain a desired precise solution, and it is particularly difficult to obtain a global optimum which is the most appropriate solution in a total search space.
And, since it was not guaranteed that a solution meeting a required precision is obtained, it was difficult to determine a countermeasure in case of failing to obtain a required precision. Specifically, when a required precision could not be obtained, there was a disadvantage that identification could not be made if it was originally impossible to meet the required precision because the system structure itself was inferior, the convergence on a global optimum could not be made because a search starting point was not appropriate though there was a solution meeting the required precision, or the desired precise solution could not be obtained because the optimization device had an error.